Alessandro Girardi

National Institute of Statistics (ISTAT)

Via Cesare Balbo 16

00184 Rome, 0185

Italy

SCHOLARLY PAPERS

28

DOWNLOADS
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Top 16,236

in Total Papers Downloads

2,267

CITATIONS
Rank 17,420

SSRN RANKINGS

Top 17,420

in Total Papers Citations

19

Scholarly Papers (28)

1.
Downloads 420 ( 53,211)
Citation 1

Time-Varying Spot and Futures Oil Price Dynamics

CESifo Working Paper Series No. 3015
Number of pages: 34 Posted: 21 Apr 2010
Guglielmo Maria Caporale, Davide Ciferri and Alessandro Girardi
Brunel University London - Department of Economics and Finance, John Cabot University and National Institute of Statistics (ISTAT)
Downloads 330 (70,302)
Citation 1

Abstract:

cointegration, oil market, futures prices, price discovery

Time-Varying Spot and Futures Oil Price Dynamics

DIW Berlin Discussion Paper No. 988
Number of pages: 32 Posted: 04 Jul 2010
Guglielmo Maria Caporale, Davide Ciferri and Alessandro Girardi
Brunel University London - Department of Economics and Finance, John Cabot University and National Institute of Statistics (ISTAT)
Downloads 90 (229,195)
Citation 1

Abstract:

Cointegration, oil market, futures prices, price discovery

2.

Regional Inequalities and Cohesion Policies in the European Union

ISAE Working Paper No. 23
Number of pages: 40 Posted: 10 Oct 2006
Roberto Basile, Sergio de Nardis and Alessandro Girardi
Second University of Naples, Istituto di Studi e Analisi Economica (ISAE) and National Institute of Statistics (ISTAT)
Downloads 285 (75,119)
Citation 2

Abstract:

Economic Growth, Regional Labour Markets, Infrastructures, Regional Development Policy

3.

Euro Area Inflation: Long-Run Determinants and Short-Run Dynamics

ISAE Working Paper No. 60
Number of pages: 41 Posted: 18 Apr 2005
Melisso Boschi and Alessandro Girardi
Centre for Applied Macroeconomic Analysis (CAMA) and National Institute of Statistics (ISTAT)
Downloads 160 (142,508)
Citation 2

Abstract:

Inflation, markup, Euro Area, long-run structural VARs, subset VECM, impulse response analysis, forecasting

4.

Currency Shocks and Dynamics of Trade Flows in the Euro Area: Evidence from Quarterly and Monthly Data

Number of pages: 34 Posted: 27 May 2004
Daniele Antonucci and Alessandro Girardi
Confederation of Italian Industries, Research Department and National Institute of Statistics (ISTAT)
Downloads 126 (175,765)

Abstract:

Euro area, trade balance, real exchange rate, long-run structural VAR approach, Subset VECM, impulse response analysis, data frequency

5.

Are the Baltic Countries Ready to Adopt the Euro? A Generalised Purchasing Power Parity Approach

CESifo Working Paper Series No. 2359
Number of pages: 39 Posted: 30 Jul 2008
Guglielmo Maria Caporale, Davide Ciferri and Alessandro Girardi
Brunel University London - Department of Economics and Finance, John Cabot University and National Institute of Statistics (ISTAT)
Downloads 104 (199,660)

Abstract:

transition economies, Euro area, (Generalised) Purchasing Power Parity, Vector Error Correction models

6.

Fiscal Shocks and Real Exchange Rate Dynamics: Some Evidence for Latin America

CESifo Working Paper Series No. 2228
Number of pages: 41 Posted: 26 Feb 2008
Guglielmo Maria Caporale, Davide Ciferri and Alessandro Girardi
Brunel University London - Department of Economics and Finance, John Cabot University and National Institute of Statistics (ISTAT)
Downloads 101 (202,321)

Abstract:

fiscal shocks, real exchange rate, Latin American countries

7.

Net Foreign Assets in the Euro Area: A Cointegration Analysis

Number of pages: 26 Posted: 20 Jul 2004
Alessandro Girardi and Paolo Paesani
National Institute of Statistics (ISTAT) and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 92 (222,743)

Abstract:

Cointegrated VAR, Euro area, net foreign assets

8.
Downloads 87 (232,376)
Citation 2

Price Formation on the EuroMTS Platform

CESifo Working Paper Series No. 2938
Number of pages: 17 Posted: 17 Feb 2010
Guglielmo Maria Caporale and Alessandro Girardi
Brunel University London - Department of Economics and Finance and National Institute of Statistics (ISTAT)
Downloads 64 (281,012)
Citation 2

Abstract:

MTS system, price discovery

Price Formation on the EuroMTS Platform

DIW Berlin Discussion Paper No. 977
Number of pages: 16 Posted: 03 May 2010
Guglielmo Maria Caporale and Alessandro Girardi
Brunel University London - Department of Economics and Finance and National Institute of Statistics (ISTAT)
Downloads 23 (423,434)
Citation 2

Abstract:

MTS system, price discovery

9.

The Informational Content of Trades on the EuroMTS Platform

ISAE Working Paper No. 97
Number of pages: 46 Posted: 10 Dec 2007 Last Revised: 20 Jun 2008
Alessandro Girardi
National Institute of Statistics (ISTAT)
Downloads 76 (246,659)

Abstract:

European bond markets, price discovery, MTS system

10.

Fiscal Spillovers in the Euro Area

CESifo Working Paper Series No. 3693
Number of pages: 33 Posted: 11 Jan 2012
Guglielmo Maria Caporale and Alessandro Girardi
Brunel University - Centre for Empirical Finance and National Institute of Statistics (ISTAT)
Downloads 70 (262,329)
Citation 2

Abstract:

global VAR methodology, fiscal spillovers, euro area, public debt

11.

Does One Monetary Policy Fit All? The Determinants of Inflation in Emu Countries

Number of pages: 32 Posted: 07 Feb 2007 Last Revised: 04 Jan 2008
Melisso Boschi and Alessandro Girardi
Centre for Applied Macroeconomic Analysis (CAMA) and National Institute of Statistics (ISTAT)
Downloads 70 (262,329)

Abstract:

Inflation, markup, EMU countries, long-run structural VARs, subset VEC models

12.

Pricing to Market of Italian Exporting Firms

ISAE Working Paper No. 70
Number of pages: 45 Posted: 13 Jul 2006
Roberto Basile, Sergio de Nardis and Alessandro Girardi
Second University of Naples, Istituto di Studi e Analisi Economica (ISAE) and National Institute of Statistics (ISTAT)
Downloads 65 (273,072)

Abstract:

Pricing to market, survey data, panel-VAR models

13.

The Transfer Problem in the Euro Area: A Cointegration Analysis

Number of pages: 37 Posted: 04 Nov 2005
Alessandro Girardi and Paolo Paesani
National Institute of Statistics (ISTAT) and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 62 (277,590)
Citation 2

Abstract:

tranfser problem, euro area, cointegration

Business Cycles, International Trade and Capital Flows: Evidence from Latin America

CESifo Working Paper Series No. 4006
Number of pages: 36 Posted: 27 Nov 2012
Guglielmo Maria Caporale and Alessandro Girardi
Brunel University - Centre for Empirical Finance and National Institute of Statistics (ISTAT)
Downloads 25 (412,647)

Abstract:

international business cycle, Latin America, VAR models, trade and financial linkages

Business Cycles, International Trade and Capital Flows: Evidence from Latin America

DIW Berlin Discussion Paper No. 1254
Number of pages: 37 Posted: 21 Nov 2012
Guglielmo Maria Caporale and Alessandro Girardi
Brunel University - Centre for Empirical Finance and National Institute of Statistics (ISTAT)
Downloads 22 (428,987)

Abstract:

International business cycle, Latin America, VAR models, trade and financial linkages

15.

Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market

DIW Berlin Discussion Paper No. 1080
Number of pages: 33 Posted: 09 Jan 2011
Guglielmo Maria Caporale, Alessandro Girardi and Paolo Paesani
Brunel University London - Department of Economics and Finance, National Institute of Statistics (ISTAT) and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 46 (315,577)
Citation 1

Abstract:

Liquidity, trading activity, Treasury bond market, Europe, commonality

16.

The Contribution of Domestic, Regional and International Factors to Latin America's Business Cycle

CAMA Working Paper No. 33/2008
Number of pages: 31 Posted: 09 Nov 2008 Last Revised: 19 Dec 2008
Melisso Boschi and Alessandro Girardi
Centre for Applied Macroeconomic Analysis (CAMA) and National Institute of Statistics (ISTAT)
Downloads 46 (304,533)
Citation 2

Abstract:

International business cycle, Latin America, exchange rate regimes, Global VAR methodology, VECM

The Euro Changeover and Price Adjustments in Italy

CESifo Working Paper Series No. 3386
Number of pages: 11 Posted: 29 Mar 2011
Guglielmo Maria Caporale, Alessandro Girardi and Marco Ventura
Brunel University London - Department of Economics and Finance, National Institute of Statistics (ISTAT) and Istituto di Studi e Analisi Economica (ISAE)
Downloads 29 (392,862)

Abstract:

Euro changeover, staggered price adjustments, inflation

The Euro Changeover and Price Adjustments in Italy

DIW Berlin Discussion Paper No. 1114
Number of pages: 13 Posted: 25 Mar 2011
Guglielmo Maria Caporale, Alessandro Girardi and Marco Ventura
Brunel University London - Department of Economics and Finance, National Institute of Statistics (ISTAT) and Istituto di Studi e Analisi Economica (ISAE)
Downloads 16 (463,051)

Abstract:

Euro changeover, staggered price adjustments, inflation

Trade Intensity and Output Synchronisation: On the Endogeneity Properties of EMU

CESifo Working Paper Series No. 4172
Number of pages: 35 Posted: 08 Apr 2013
Brunel University - Centre for Empirical Finance, Italian National Institute of Statistics and National Institute of Statistics (ISTAT)
Downloads 31 (383,939)

Abstract:

output synchronisation, trade intensity, endogeneity, European Monetary Union (EMU)

Trade Intensity and Output Synchronisation: On the Endogeneity Properties of EMU

DIW Berlin Discussion Paper No. 1277
Number of pages: 37 Posted: 27 Mar 2013
Brunel University - Centre for Empirical Finance, Italian National Institute of Statistics and National Institute of Statistics (ISTAT)
Downloads 11 (491,514)

Abstract:

output synchronisation, trade intensity, endogeneity, European Monetary Union (EMU)

19.

Fiscal Spillovers in the Euro Area

DIW Berlin Discussion Paper No. 1164
Number of pages: 34 Posted: 28 Oct 2011
Guglielmo Maria Caporale and Alessandro Girardi
Brunel University London - Department of Economics and Finance and National Institute of Statistics (ISTAT)
Downloads 42 (318,523)
Citation 2

Abstract:

Global VAR methodology, fiscal spillovers, euro area, public debt

20.

Pricing to Market When Quality Matters

Number of pages: 47 Posted: 10 Mar 2010
Roberto Basile, Sergio de Nardis and Alessandro Girardi
Second University of Naples, Istituto di Studi e Analisi Economica (ISAE) and National Institute of Statistics (ISTAT)
Downloads 37 (333,307)

Abstract:

Pricing to market, qualitative choice models, firm heterogeneity

21.

Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market

CESifo Working Paper Series No. 3281
Number of pages: 31 Posted: 26 Dec 2010
Guglielmo Maria Caporale, Alessandro Girardi and Paolo Paesani
Brunel University - Centre for Empirical Finance, National Institute of Statistics (ISTAT) and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 35 (349,288)
Citation 1

Abstract:

liquidity, trading activity, treasury bond market, Europe, commonality

22.

Price Discovery and Trade Fragmentation in a Multi - Market Environment: Evidence from the MTS System

CESifo Working Paper Series No. 3525
Number of pages: 42 Posted: 26 Jul 2011
Guglielmo Maria Caporale and Alessandro Girardi
Brunel University - Centre for Empirical Finance and National Institute of Statistics (ISTAT)
Downloads 23 (387,064)

Abstract:

price discovery, liquidity, MTS system

23.

Price Discovery in the Italian Sovereign Bonds Market: The Role of Order Flow

Bank of Italy Temi di Discussione (Working Paper) No. 906
Number of pages: 57 Posted: 04 May 2013
Alessandro Girardi and Claudio Impenna
National Institute of Statistics (ISTAT) and Bank of Italy
Downloads 22 (378,567)

Abstract:

bonds markets, price discovery, order flow, market microstructure, financial crisis

24.

Technology and Non-Technology Shocks in a Two-Sector Economy

Aarhus University Economics Paper No. 2005-11
Number of pages: 40 Posted: 18 Jun 2008
Francesco Busato, Alessandro Girardi and Amedeo Argentiero
University of Aarhus - School of Economics and Management, National Institute of Statistics (ISTAT) and University of Rome Tor Vergata, Department of Economics
Downloads 21 (400,823)
Citation 1

Abstract:

Long-run restrictions, sector-specific shocks, cross sector shocks, real business cycle, United States economy

25.

The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time

Quaderni - Working Paper DSE N° 919,
Number of pages: 59 Posted: 15 Jan 2014
Alessandro Girardi, Roberto Golinelli and Carmine Pappalardo
National Institute of Statistics (ISTAT), University of Bologna - Department of Economics and ISTAT, Italian National Statistical Institute
Downloads 18 (391,511)

Abstract:

Euro Area GDP forecasts, Bridge and Factor Models, Indicators' selection and pre-screening, Forecasting ability

26.

Sectoral Shifts, Diversification and Regional Unemployment: Evidence from Local Labour Systems in Italy

IZA Discussion Paper No. 6197
Number of pages: 42 Posted: 24 Dec 2011
Second University of Naples, National Institute of Statistics (ISTAT), affiliation not provided to SSRN and Seconda Università di Napoli - Dipartimento di Discipline Giuridiche ed Economiche Italiane Europee e Comparate
Downloads 13 (446,084)

Abstract:

unemployment, sectoral shift, diversification, spatial dependence, nonparametrics

27.

Are the Baltic Countries Ready to Adopt the Euro? A Generalized Purchasing Power Parity Approach

The Manchester School, Vol. 79, No. 3, pp. 429-454, 2011
Number of pages: 26 Posted: 21 Apr 2011
Guglielmo Maria Caporale, Davide Ciferri and Alessandro Girardi
Brunel University - Centre for Empirical Finance, John Cabot University and National Institute of Statistics (ISTAT)
Downloads 1 (522,606)

Abstract:

28.

Time‐Varying Spot and Futures Oil Price Dynamics

Scottish Journal of Political Economy, Vol. 61, Issue 1, pp. 78-97, 2014
Number of pages: 20 Posted: 04 Dec 2013
Guglielmo Maria Caporale, Davide Ciferri and Alessandro Girardi
Brunel University - Centre for Empirical Finance, John Cabot University and National Institute of Statistics (ISTAT)
Downloads 0 (532,661)
Citation 1

Abstract: